Long the king of deadpan wit, Murray proves to be the undisputed master of comedic strife with his role in The Life Aquatic

A few years ago, Bill Murray attended a concert in New York City's Central Park. When the show ended, Murray walked east toward his car. By the time he reached the parking garage, 50 people were dodging traffic to keep up with him. "What's amazing was that Bill was interacting with all of them," says Wes Anderson, Murray's director on three movies, including his latest, The Life Aquatic with Steve Zissou. "He was leading this hilarious roving mass conversation. It was like street theater. I can't think of anybody else who would a) inspire people to walk with him for 14...